Bond symbology continuity issue: RIC AT20YT=RR now maps to different asset (ISIN swap) and price

Question

Hi,

I hope you are doing well.

To give you some background, we attempted to extract historical prices for the bond AT0000A1K9F1 initially converting it to RIC and searching for prices through both the Access Layer (using get_data()) and Content Layer (bond.Definition).

I've attached the Content Layer output for reference. The Content Layer output shows that the bond was resolved for RIC AT20YT=RR (using get_data()) and it experiences a sudden change in several fields on 2026-01-01 compared to 2025-12-31, even though the underlying identifier which is used to search security in the database remains the same.

Specifically:

* the ISIN changes from AT0000A0VRQ6 to AT0000A1K9F1
* SEDOL changes from B841ZB0 to BYN4DM9
* AssetIDCode updates from 0x0004050c1a38cbe4 to 0x00102c8008a3061
* AuctionDate becomes blank (previously 2025-05-02)
* OriginalAmountIssued shifts from 2,000,000,000 to 1,500,000,000
* IssueDate moves from 2012-07-03 to 2016-02-23,
* and Redemption Date changes from 2044-06-20 to 2047-02-20.

The status remains "Re-opening" throughout the observation period, including the historical entries prior to the change on 2026-01-01. As the status is set Re-opening, it suggests that the bond was issued under the new terms, but the issue date changes to 2016, while one may expect the new issue data to be 2026-01-01.

It seems that the same RIC now pin-points to the different asset.

Our main confusion centers on two questions:

* Why is there such a sudden shift in the ISIN and asset specifications, which suggests the identifier is now referencing a different asset - and how one can find the underlying information about such change via API? More importantly, it is not possible to trace the historical status of the asset, as it seems to be back-propagated to the newest one – Re-Opening
* Why does the price of RIC AT20YT=RR change abruptly on 2026-02-02, moving from 93.821 on 2026-02-01 to 67.849?

Small note, we get the same price mismatch (from 93 to 67) if not converting first ISIN to RIC. Tested via Excel integration.

Thank you very much in advance for your assistance and valuable time!

Best regards,

Daniil Ruzhinskii

re-opening_bond_daily_extracted.xlsx

Jirapongse · Answer

@Daniil_Ruzhinskii

I found this one.

ld.get_data(
    universe=['AT20YT=RR'],
    fields=['TR.BH.ISIN.Date','TR.BH.ISIN'],
    parameters={'SDate':'2021-01-01','EDate':'1D'}
)

However, please contact the helpdesk team to verify these fields. You can also ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data. Then, we can help you converting that formula to Python code. You can also refer to the How to Convert the =@RDP.Data Excel Function into Code Using the LSEG Data Library for Python article.

Jirapongse · Answer

@Daniil_Ruzhinskii

#Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for bond analytic questions is the Instrument Pricing Analytics - Delivery Platform support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You can also refer to the IPA Financial Contracts: Bond Contracts document.

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